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Spectral risk measures and portfolio selection

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https://hal-paris1.archives-ouvertes.fr/hal-03676385
Contributor : Jean-Paul LAURENT Connect in order to contact the contributor
Submitted on : Monday, May 23, 2022 - 10:03:03 PM
Last modification on : Tuesday, May 24, 2022 - 3:03:27 AM

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Alexandre Adam, Mohamed Houkari, Jean-Paul Laurent. Spectral risk measures and portfolio selection. Journal of Banking and Finance, 2008, 32 (9), pp.1870-1882. ⟨10.1016/j.jbankfin.2007.12.032⟩. ⟨hal-03676385⟩

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